Extreme Weather Forecasts Impact on U.S. Natural Gas Futures Prices : Market Efficiency and Risk Premia Implications
Year of publication: |
2023
|
---|---|
Authors: | Arcuri, Maria Cristina ; Monteux, Manou ; Gandolfi, Gino ; Caselli, Stefano |
Publisher: |
[S.l.] : SSRN |
Subject: | USA | United States | Effizienzmarkthypothese | Efficient market hypothesis | Risikoprämie | Risk premium | Erdgas | Natural gas | Wetter | Weather | Rohstoffderivat | Commodity derivative | Prognose | Forecast | Prognoseverfahren | Forecasting model | Erdgasmarkt | Natural gas market |
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